| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,094.1 |
1,096.4 |
2.3 |
0.2% |
1,140.5 |
| High |
1,104.9 |
1,096.7 |
-8.2 |
-0.7% |
1,148.3 |
| Low |
1,089.2 |
1,078.0 |
-11.2 |
-1.0% |
1,115.6 |
| Close |
1,094.8 |
1,088.6 |
-6.2 |
-0.6% |
1,128.3 |
| Range |
15.7 |
18.7 |
3.0 |
19.1% |
32.7 |
| ATR |
19.3 |
19.3 |
0.0 |
-0.2% |
0.0 |
| Volume |
151,593 |
157,434 |
5,841 |
3.9% |
791,161 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,143.8 |
1,135.0 |
1,099.0 |
|
| R3 |
1,125.3 |
1,116.3 |
1,093.8 |
|
| R2 |
1,106.5 |
1,106.5 |
1,092.0 |
|
| R1 |
1,097.5 |
1,097.5 |
1,090.3 |
1,092.8 |
| PP |
1,087.8 |
1,087.8 |
1,087.8 |
1,085.3 |
| S1 |
1,078.8 |
1,078.8 |
1,087.0 |
1,074.0 |
| S2 |
1,069.0 |
1,069.0 |
1,085.3 |
|
| S3 |
1,050.3 |
1,060.3 |
1,083.5 |
|
| S4 |
1,031.8 |
1,041.5 |
1,078.3 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,228.8 |
1,211.3 |
1,146.3 |
|
| R3 |
1,196.3 |
1,178.5 |
1,137.3 |
|
| R2 |
1,163.5 |
1,163.5 |
1,134.3 |
|
| R1 |
1,145.8 |
1,145.8 |
1,131.3 |
1,138.3 |
| PP |
1,130.8 |
1,130.8 |
1,130.8 |
1,127.0 |
| S1 |
1,113.3 |
1,113.3 |
1,125.3 |
1,105.5 |
| S2 |
1,098.0 |
1,098.0 |
1,122.3 |
|
| S3 |
1,065.3 |
1,080.5 |
1,119.3 |
|
| S4 |
1,032.8 |
1,047.8 |
1,110.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,142.7 |
1,078.0 |
64.7 |
5.9% |
24.8 |
2.3% |
16% |
False |
True |
162,334 |
| 10 |
1,181.3 |
1,078.0 |
103.3 |
9.5% |
26.0 |
2.4% |
10% |
False |
True |
159,885 |
| 20 |
1,181.3 |
1,078.0 |
103.3 |
9.5% |
19.3 |
1.8% |
10% |
False |
True |
123,686 |
| 40 |
1,181.3 |
1,078.0 |
103.3 |
9.5% |
16.5 |
1.5% |
10% |
False |
True |
100,804 |
| 60 |
1,181.3 |
1,078.0 |
103.3 |
9.5% |
13.3 |
1.2% |
10% |
False |
True |
67,276 |
| 80 |
1,181.3 |
1,078.0 |
103.3 |
9.5% |
10.5 |
1.0% |
10% |
False |
True |
50,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,176.3 |
|
2.618 |
1,145.8 |
|
1.618 |
1,127.0 |
|
1.000 |
1,115.5 |
|
0.618 |
1,108.3 |
|
HIGH |
1,096.8 |
|
0.618 |
1,089.5 |
|
0.500 |
1,087.3 |
|
0.382 |
1,085.3 |
|
LOW |
1,078.0 |
|
0.618 |
1,066.5 |
|
1.000 |
1,059.3 |
|
1.618 |
1,047.8 |
|
2.618 |
1,029.0 |
|
4.250 |
998.5 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,088.3 |
1,104.8 |
| PP |
1,087.8 |
1,099.5 |
| S1 |
1,087.3 |
1,094.0 |
|